FOXA vs. FLTW

Last updated Jun 24, 2026

FOXA (Fox Corporation) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, FOXA returned 6.32%/yr vs 21.46%/yr for FLTW. At a 0.25 correlation, their price movements are largely independent.

Performance

FOXA vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOXA) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FOXA achieves a -32.90% return, which is significantly lower than FLTW's 69.07% return.

FOXA

• 1D: -1.21%
• 1M: -23.74%
• YTD: -32.90%
• 6M: -33.48%
• 1Y: -12.17%
• 3Y*: 15.76%
• 5Y*: 6.32%
• 10Y*: —

FLTW

• 1D: -5.93%
• 1M: 8.95%
• YTD: 69.07%
• 6M: 72.09%
• 1Y: 109.94%
• 3Y*: 41.99%
• 5Y*: 21.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FOXA vs. FLTW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FOXA Fox Corporation	-32.90%	51.83%	66.31%	-0.83%	-16.61%	28.24%	-20.22%	-1.15%
FLTW Franklin FTSE Taiwan ETF	69.07%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	25.34%

Correlation

The correlation between FOXA and FLTW is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Mar 12, 2019	0.25

The correlation between FOXA and FLTW shifts across timeframes, from 0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FOXA vs. FLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOXA

FOXA Risk / Return Rank: 26
FOXA Sharpe Ratio Rank: 27
FOXA Sortino Ratio Rank: 25
FOXA Omega Ratio Rank: 24
FOXA Calmar Ratio Rank: 32
FOXA Martin Ratio Rank: 23

FLTW

FLTW Risk / Return Rank: 94
FLTW Sharpe Ratio Rank: 96
FLTW Sortino Ratio Rank: 91
FLTW Omega Ratio Rank: 93
FLTW Calmar Ratio Rank: 97
FLTW Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOXA vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) and Franklin FTSE Taiwan ETF (FLTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FOXA	FLTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.36	3.80	-4.16
Sortino ratio: Return per unit of downside risk	-0.27	4.09	-4.36
Omega ratio: Gain probability vs. loss probability	0.96	1.60	-0.64
Calmar ratio: Return relative to maximum drawdown	-0.34	10.17	-10.51
Martin ratio: Return relative to average drawdown	-0.95	30.39	-31.34

FOXA vs. FLTW - Sharpe Ratio Comparison

The current FOXA Sharpe Ratio is -0.36, which is lower than the FLTW Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of FOXA and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FOXA vs. FLTW - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.56%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for FOXA and FLTW.

Drawdown Indicators

	FOXA	FLTW	Difference
Max Drawdown Largest peak-to-trough decline	-50.56%	-38.00%	-12.56%
Max Drawdown (1Y) Largest decline over 1 year	-35.58%	-10.87%	-24.71%
Max Drawdown (3Y) Largest decline over 3 years	-35.58%	-26.45%	-9.13%
Max Drawdown (5Y) Largest decline over 5 years	-35.58%	-38.00%	+2.42%
Current Drawdown Current decline from peak	-35.58%	-5.93%	-29.65%
Average Drawdown Average peak-to-trough decline	-17.57%	-8.41%	-9.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.83%	3.63%	+9.20%

Volatility

FOXA vs. FLTW - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 21.18% compared to Franklin FTSE Taiwan ETF (FLTW) at 16.14%. This indicates that FOXA's price experiences larger fluctuations and is considered to be riskier than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FOXA	FLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.18%	16.14%	+5.04%
Volatility (6M) Calculated over the trailing 6-month period	28.74%	25.07%	+3.67%
Volatility (1Y) Calculated over the trailing 1-year period	33.84%	29.07%	+4.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.26%	23.23%	+5.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.72%	22.20%	+10.52%

Dividends

FOXA vs. FLTW - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.15%, less than FLTW's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FLTW Franklin FTSE Taiwan ETF	1.42%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%
FOXA Fox Corporation	1.15%	0.75%	1.09%	1.72%	1.61%	1.27%	1.58%	1.24%	0.00%

Frequently Asked Questions

Can I hold both FOXA and FLTW in my portfolio?

FOXA and FLTW have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FOXA or FLTW?

FOXA has higher volatility (21.18%) compared to FLTW (16.14%). In terms of maximum drawdown, FOXA dropped -50.56% vs FLTW's -38.00%.

Which has better risk-adjusted returns?

FLTW currently has the higher Sharpe Ratio (3.80 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.